Well I am now back in the UK after a trouble free journey; thanks to all for your help.

We took copies of everything we could think of to the airport but all that was requested was the boarding passes for the international flights (we'd already checked in online). The lass checking us in clearly knew it was possible to check the baggage through but was a bit hazy on the details, but after requesting a bit of help from a colleague, it was dealt with without any issues and all six bags arrived at Heathrow OK. Never did get an email receipt for the extra QF baggage payment though.

The airside Qantas bus transfer was easy and quick; we just had to show our international boarding passes and passports.

And the QF First lounge was very nice, especially the staff. How nice to get a massage without having booked and one delivered by a human rather than a machine. Puts the BA experience to shame.